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Constructing surrogate models for uncertainty quantification (UQ) on complex partial differential equations (PDEs) having inherently high-dimensional $\mathcal{O}(10^{\ge 2})$ stochastic inputs (e.g., forcing terms, boundary conditions,…

This paper introduces a new generalized polynomial chaos expansion (PCE) comprising measure-consistent multivariate orthonormal polynomials in dependent random variables. Unlike existing PCEs, whether classical or generalized, no…

概率论 · 数学 2018-04-17 Sharif Rahman

This paper deals with the applications of stochastic spectral methods for structural topology optimization in the presence of uncertainties. A non-intrusive polynomial chaos expansion is integrated into a topology optimization algorithm to…

计算工程、金融与科学 · 计算机科学 2021-08-04 Nilton Cuellar , Anderson Pereira , Ivan F. M. Menezes , Americo Cunha

Polynomial chaos expansion (PCE) is a classical and widely used surrogate modeling technique in physical simulation and uncertainty quantification. By taking a linear combination of a set of basis polynomials - orthonormal with respect to…

机器学习 · 计算机科学 2026-04-01 Johannes Exenberger , Sascha Ranftl , Robert Peharz

Uncertainty quantification seeks to provide a quantitative means to understand complex systems that are impacted by parametric uncertainty. The polynomial chaos method is a computational approach to solve stochastic partial differential…

数值分析 · 数学 2017-09-27 Melvin Leok , Gautam Wilkins

Polynomial chaos expansions (PCE) allow us to propagate uncertainties in the coefficients of differential equations to the statistics of their solutions. Their main advantage is that they replace stochastic equations by systems of…

数值分析 · 数学 2016-04-25 H. Cagan Ozen , Guillaume Bal

In this work we introduce a manifold learning-based method for uncertainty quantification (UQ) in systems describing complex spatiotemporal processes. Our first objective is to identify the embedding of a set of high-dimensional data…

数据分析、统计与概率 · 物理学 2022-05-18 Katiana Kontolati , Dimitrios Loukrezis , Ketson R. M. dos Santos , Dimitrios G. Giovanis , Michael D. Shields

Autoencoder techniques find increasingly common use in reduced order modeling as a means to create a latent space. This reduced order representation offers a modular data-driven modeling approach for nonlinear dynamical systems when…

流体动力学 · 物理学 2021-12-15 Shady E. Ahmed , Omer San , Adil Rasheed , Traian Iliescu

Parameter identification is crucial in virtual engineering processes, yet determining appropriate system excitations for identifying specific parameters remains challenging. In practice, extensive experimental programs often fail to…

最优化与控制 · 数学 2026-05-07 Kevin Schmidt , Nicola Henkelmann , Christoph Mark , Johannes von Keler

Surrogate-modelling techniques including Polynomial Chaos Expansion (PCE) is commonly used for statistical estimation (aka. Uncertainty Quantification) of quantities of interests obtained from expensive computational models. PCE is a…

计算工程、金融与科学 · 计算机科学 2019-09-05 Alexander Tarakanov , Ahmed H. Elsheikh

As non-institutive polynomial chaos expansion (PCE) techniques have gained growing popularity among researchers, we here provide a comprehensive review of major sampling strategies for the least squares based PCE. Traditional sampling…

统计计算 · 统计学 2018-02-14 Mohammad Hadigol , Alireza Doostan

In the present work, we introduce a data-driven approach to enhance the accuracy of non-intrusive Reduced Order Models (ROMs). In particular, we focus on ROMs built using Proper Orthogonal Decomposition (POD) in an under-resolved and…

数值分析 · 数学 2026-05-26 Gabriele Codega , Anna Ivagnes , Nicola Demo , Gianluigi Rozza

Building surrogate models with uncertainty quantification capabilities is essential for many engineering applications where randomness, such as variability in material properties, is unavoidable. Polynomial Chaos Expansion (PCE) is widely…

计算工程、金融与科学 · 计算机科学 2025-11-04 Bahador Bahmani , Ioannis G. Kevrekidis , Michael D. Shields

One of the open problems in the field of forward uncertainty quantification (UQ) is the ability to form accurate assessments of uncertainty having only incomplete information about the distribution of random inputs. Another challenge is to…

数值分析 · 数学 2020-08-25 Ling Guo , Akil Narayan , Yongle Liu , Tao Zhou

Control of nonlinear distributed parameter systems (DPS) under uncertainty is a meaningful task for many industrial processes. However, both intrinsic uncertainty and high dimensionality of DPS require intensive computations, while…

最优化与控制 · 数学 2024-10-17 Min Tao , Ioannis Zacharopoulos , Constantinos Theodoropoulos

The Polynomial Chaos Expansion (PCE) technique recovers a finite second order random variable exploiting suitable linear combinations of orthogonal polynomials which are functions of a given stochas- tic quantity {\xi}, hence acting as a…

计算金融 · 定量金融 2016-10-31 Luca Di Persio , Michele Bonollo , Gregorio Pellegrini

The large-scale integration of renewable energy sources introduces significant operational uncertainty into power systems. Although Polynomial Chaos Expansion (PCE) provides an efficient tool for uncertainty quantification (UQ) in power…

系统与控制 · 电气工程与系统科学 2026-03-24 Le Fang , Wangkun Xu , Fei Teng

This paper introduces the $3^{rd}$-order Spectral Representation Method for simulation of non-stationary and non-Gaussian stochastic processes. The proposed method extends the classical $2^{nd}$-order Spectral Representation Method to…

统计理论 · 数学 2022-06-01 Lohit Vandanapu , Michael D. Shields

The quantification of multivariate uncertainties in partial differential equations can easily exceed any computing capacity unless proper measures are taken to reduce the complexity of the model. In this work, we propose a multidimensional…

动力系统 · 数学 2020-09-03 Peter Benner , Jan Heiland

A proper orthogonal decomposition-based B-splines B\'ezier elements method (POD-BSBEM) is proposed as a non-intrusive reduced-order model for uncertainty propagation analysis for stochastic time-dependent problems. The method uses a…

数值分析 · 数学 2021-05-20 Azzedine Abdedou , Azzeddine Soulaïmani